If you are using Java Swing to build your GUI, you should be using jGoodies Looks (SWT-like clean Java Look & Feel library), Forms (layout library), and Animation (animation framework).  They are free, open source, and, best of all, great looking.  When I say great looking, I mean Audrey Hepburn good looking: clean, crisp, and neat.

I have yet to see a better way to minimize the mess most Java programmers call GUI.  If a stray pixel doesn't bother you like a thorn does, you need jGoodies badly.  jGoodies is also a member of java.net's JavaDesktop community.  Go check it out.